Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 810450.2614 | 724804.649 | 85645.6124 | 1287388.4432 | 1548211.016 | -260822.5728 |
Total P&L (%) | 810.4503 | 724.8046 | 85.6456 | 1287.3884 | 1548.211 | -260.8226 |
Avg Daily Profit (%) | 0.3594 | 0.3214 | 0.038 | 0.1167 | 0.1244 | 0 |
Buy And Hold Return (%) | 197.4522 | 197.4522 | 197.4522 | 197.4522 | 197.4522 | 197.4522 |
Max Trade Drawdown | -161089 | -83210 | -216287 | -2124859 | -1514130 | -1307780 |
Profit Factor | 1.572 | 2.2312 | 1.1034 | 1.1066 | 1.2763 | 0.9597 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 200 | 96 | 104 | 200 | 96 | 104 |
Losing Trades | 156 | 82 | 74 | 156 | 82 | 74 |
Profitability (%) | 56.1798 | 53.9326 | 58.427 | 56.1798 | 53.9326 | 58.427 |
Ratio Avg Win / Avg Loss | 1.2262 | 1.9058 | 0.7851 | 0.8631 | 1.0902 | 0.6829 |
Largest Winning Trade | 93849 | 93849 | 43377 | 1095126 | 1095126 | 525600 |
Largest Losing Trade | -80067 | -39098 | -80067 | -774397 | -774397 | -536297 |
Avg Bars in Trades | 35 | 25 | 46 | 35 | 25 | 46 |
Avg Bars in Winners | 35 | 25 | 44 | 35 | 25 | 44 |
Avg Bars in Losers | 36 | 25 | 48 | 36 | 25 | 48 |
Bars Traded | 12814 | 4593 | 8221 | 12814 | 4593 | 8221 |
Profit Streak | 31.551 | 31.551 | 47.7176 | 31.551 | 31.551 | 47.7176 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472926 | 450425 | -413479 | -137923 | -24937 | -577891 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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